scholarly journals 3.3. Predicative modeling of current liquidity of a commercial bank based on multivariate correlation analysis

2020 ◽  
Author(s):  
Е.Г. Шершнева ◽  
Е.С. Алпатова ◽  
Ф.Р. Бабанова ◽  
Б.Б.-Х. Хасан
Keyword(s):  
Correlation Analysis ◽  
Commercial Bank ◽  
Commercial Banks ◽  
Regression Modeling ◽  
Economic Indicators ◽  
Short Term ◽  
Financial Condition ◽  
Multivariate Correlation ◽  
Multivariate Correlation Analysis

Несмотря на то, что базовые экономические модели показывают свою жизнеспособность, прогрессивные информационные технологии требуют все более тонких инструментов воздействия на процессы регулирования денежных потоков в банковском секторе. Одним из таких инструментов традиционно выступает управление ликвидностью коммерческого банка. Вместе с тем, процессы управления ликвидностью сопровождаются кризисными явлениями и внутрибанковскими слабыми звеньями в коммуникациях и технологиях.В искомом ключе авторы предлагают методический подход по синхронизации целевых ориентиров и релевантных показателей деятельности банка на основе метода парных корреляций. Проанализированы факторы, влияющие на ликвидность современного банка с точки зрения тактических преференций. Обосновано заключение по применению политики рационального управления ликвидностью, включающей осмотрительное целеполагание, финансовое планирование и рисковую сдержанность. The article presents a study of dependence of short-term bank`s liquidity on a number of economic indicators based on correlation and regression modeling. It is established that the dynamics of current liquidity of banks is significantly influenced by such parameters as non-performant loans, short-term liabilities and equity. The proposed approach can be used by commercial banks` analysts in the development of models for assessing the financial condition.

scholarly journals Multivariate Correlation Analysis of the Electroconductive Textiles Obtained Using Functionalization by Radio-Frequency Oxygen Plasma Treatments

Materials ◽  
2021 ◽  
Vol 14 (19) ◽  
pp. 5609
Author(s):  
Raluca Maria Aileni ◽  
Laura Chiriac ◽  
Doina Toma ◽  
Irina Sandulache
Keyword(s):  
Thin Film ◽  
Correlation Analysis ◽  
Thin Film Deposition ◽  
Film Deposition ◽  
Rf Plasma ◽  
Multivariate Correlation ◽  
Hydrophilic Character ◽  
Fabric Surface ◽  
O2 Plasma ◽  
Multivariate Correlation Analysis

This paper presents a study concerning the preliminary treatments in radiofrequency (RF)oxygen (O2) plasma used to obtain a hydrophilic effect on raw cotton fabrics followed by electroconductive thin film deposition to obtain electroconductive textile surfaces. In addition, this study presents a multivariate correlation analysis of experimental parameters. The treatment using RF plasma O2 aimed to increase the hydrophilic character of the raw fabric and adherence of paste-based polymeric on polyvinyl alcohol (PVA) matrix and nickel (Ni), silver (Ag) or copper (Cu) microparticles. The purpose of the research was to develop electroconductive textiles for flexible electrodes, smart materials using a clean technology such as radiofrequency (RF) plasma O2 to obtain a hydrophilic surface with zero wastewater and reduced chemicals and carbon footprint. To achieve the foreseen results, we used advanced functionalization technologies such as RF plasma O2, followed by scraping a thin film of conductive paste-based Ni, Ag or Cu microparticles, and multivariate correlation methods to observe the dependence between parameters involved (dependent and independent variables). Overall, the fabrics treated in plasma with O2 using a kHz or MHz generator and power 100–200 W present an excellent hydrophilic character obtained in 3 min. After RF O2 plasma functionalization, a thin film based on polymeric matrix PVA and Ni microparticles have been deposited on the fabric surface to obtain electroconductive materials.

scholarly journals PROFITABILITY OF COMMERCIAL BANKS OF RUSSIA: MODERN STATE AND DEVELOPMENT TRENDS

2018 ◽  
pp. 139-148 ◽  
Author(s):  
Elena Borisovna Starodubtseva ◽  
Olga Mikhailovna Markova
Keyword(s):  
Commercial Bank ◽  
Commercial Banks ◽  
Raw Materials ◽  
Performance Criteria ◽  
Financial Indicators ◽  
Bank Profitability ◽  
International Capital Markets ◽  
Financial Condition ◽  
Growth Increase ◽  
Internal And External Factors

Profitability indicators are included in the group of key financial indicators of a modern commercial bank, in particular, they act as one of the key performance criteria for a commercial bank, the use of assets and liabilities. The growth of profitability of a commercial bank contributes to the improvement of its financial condition; profitability is one of the components of the competitiveness of a commercial bank; profitability is important for business owners and investors. Improving profitability is a tool to increase the investment attractiveness of the bank, contributes to the growth of the market value of the shares. Increasing profitability is one of the main tasks of a modern commercial bank. There has been carried out the comparative analysis of profitability criteria of the largest commercial Russian banks: PJSC Sberbank, PJSC VTB, PJSC Gasprombank, JSC “Rosselkhozbank”, JSC “Alfa-bank”, etc. It has been stated that in recent years the profitability of commercial banks in Russia was rather unstable, but the most banks are profitable both in capital and in assets. Banks with state share 16.1% have the lead in capital profitability. The analysis of the two major indicators of profitability (assets and capital) showed their vulnerability to a range of internal and external factors. There have been determined the reasons of decreasing assets profitability of the commercial banks: problems of external funding; access to international capital markets in terms of sanctions against Russian banks; decrease of prices on oil and other raw materials. All this results in a slowdown of the state economics, inflation growth, increase of the proportion of non-performing loans and additional expenses on levies, etc. Proposals to improve profitability have been made.

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